312.181 (20S) Stochastic Processes, exercises

Sommersemester 2020

Registration deadline has expired.

First course session
12.03.2020 11:00 - 12:00 N.2.01 On Campus
... no further dates known

Overview

Lecturer
Course title german Stochastic Processes, exercises
Type Practical class (continuous assessment course )
Hours per Week 1.0
ECTS credits 2.0
Registrations 18 (25 max.)
Organisational unit
Language of instruction English
possible language(s) of the assessment English
Course begins on 12.03.2020
eLearning Go to Moodle course

Time and place

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Course Information

Intended learning outcomes

The students should be able to define a stochastic process.

The students should be able to work with Markov chains.

The students should know branching processes.

The students should understand martingales.

The students should know Brownian motion and properties thereof.

The students should know Poisson processes and compound Poisson processes.

Teaching methodology including the use of eLearning tools

Mandatory Exercises

Presentation of solution to exercises on the blackboard by the students

Course content

Examples and Definitions
Markov chains
Martingales
Brownian motion
Poisson process
Compound Poisson process

Prior knowledge expected

Stochastics 2

Examination information

Im Fall von online durchgeführten Prüfungen sind die Standards zu beachten, die die technischen Geräte der Studierenden erfüllen müssen, um an diesen Prüfungen teilnehmen zu können.

Modified examination information (exceptional COVID-19 provisions)

The evaluation of the exercises remains unchanged. 

The only difference is that the presentation of the solutions is online via BigBlueButton.

Examination methodology

There are 100 p. in total. The number of exercises solved counts 80 p., the presentation in total counts 20 p.

The point scheme is as follows:
100-87 p. -> 1
86-75 p. -> 2
74-62 p. -> 3
61-50 p. -> 4
49-0 p. -> 5

Examination topic(s)

Everything that is covered in the lecture Stochastic Processes.

Assessment criteria / Standards of assessment for examinations

The mark depends only on the number of points the student achieves.

Since the students will be graded during the course, students can unsubscribe without being graded only until inclusively 31.03.2020.

Grading scheme

Grade / Grade grading scheme

Position in the curriculum

  • Thematic Doctoral Programme Modeling-Analysis-Optimization of discrete, continuous and stochastic systems (SKZ: ---, Version: 16W.1)
    • Subject: Modeling-Analysis-Optimization of discrete, continuous and stochastic systems (Compulsory subject)
      • Modeling-Analysis - Optimization of discrete, continuous and stochastic systems ( 0.0h XX / 0.0 ECTS)
        • 312.181 Stochastic Processes, exercises (1.0h UE / 2.0 ECTS)
  • Masterstudium Mathematics (SKZ: 401, Version: 18W.1)
    • Subject: Statistics (Compulsory subject)
      • 3.2 Stochastic Processes ( 1.0h UE / 2.0 ECTS)
        • 312.181 Stochastic Processes, exercises (1.0h UE / 2.0 ECTS)
  • Master's degree programme Technical Mathematics (SKZ: 401, Version: 13W.1)
    • Subject: Statistik (Compulsory subject)
      • Stochastische Prozesse 1 ( 3.0h VU / 5.0 ECTS)
        • 312.181 Stochastic Processes, exercises (1.0h UE / 2.0 ECTS)
  • Doctoral programme Doctoral programme in Technical Sciences (SKZ: 786, Version: 12W.4)
    • Subject: Studienleistungen gem. § 3 Abs. 2a des Curriculums (Compulsory subject)
      • Studienleistungen gem. § 3 Abs. 2a des Curriculums ( 16.0h XX / 32.0 ECTS)
        • 312.181 Stochastic Processes, exercises (1.0h UE / 2.0 ECTS)

Equivalent courses for counting the examination attempts

Sommersemester 2024
  • 312.181 UE Stochastic Processes, exercises (1.0h / 2.0ECTS)
Sommersemester 2023
  • 312.181 UE Stochastic Processes, exercises (1.0h / 2.0ECTS)
Sommersemester 2022
  • 312.181 UE Stochastic Processes, exercises (1.0h / 2.0ECTS)
Sommersemester 2021
  • 312.181 UE Stochastic Processes, exercises (1.0h / 2.0ECTS)
Sommersemester 2019
  • 312.181 UE Stochastic Processes, exercises (1.0h / 2.0ECTS)